public Dictionary<YieldCurveKey, Dictionary<string, ValueRequirement>> GetYieldCurveRequirements(RemoteViewClient client, IViewCycle cycle)
{
UniqueId clientId = client.GetUniqueId();
UniqueId cycleId = cycle.UniqueId;
var createTarget = _rest.Resolve("yieldCurveSpecs", clientId.ToString(), cycleId.ToString());
return createTarget.Get<Dictionary<YieldCurveKey, Dictionary<string, ValueRequirement>>>();
}
public ManageableMarketDataSnapshot CreateSnapshot(RemoteViewClient client, IViewCycle cycle)
{
UniqueId clientId = client.GetUniqueId();
UniqueId cycleId = cycle.UniqueId;
var createTarget = _rest.Resolve("create", clientId.ToString(), cycleId.ToString());
return createTarget.Get<ManageableMarketDataSnapshot>();
}
public ManageableMarketDataSnapshot CreateSnapshot(RemoteViewClient client, IViewCycle cycle)
{
UniqueId clientId = client.GetUniqueId();
UniqueId cycleId = cycle.UniqueId;
var createTarget = _rest.Resolve("create", clientId.ToString(), cycleId.ToString());
return(createTarget.Get <ManageableMarketDataSnapshot>());
}
private static HashSet <Tuple <string, ValueSpecification> > GetAllSpecs(IViewCycle cycle)
{
var specSet = new HashSet <Tuple <string, ValueSpecification> >();
var compiledViewDefinition = cycle.GetCompiledViewDefinition();
foreach (var kvp in compiledViewDefinition.ViewDefinition.CalculationConfigurationsByName)
{
var viewCalculationConfiguration = kvp.Key;
var dependencyGraphExplorer = compiledViewDefinition.GetDependencyGraphExplorer(viewCalculationConfiguration);
Assert.NotNull(dependencyGraphExplorer);
var wholeGraph = dependencyGraphExplorer.GetWholeGraph();
IEnumerable <ValueSpecification> allSpecs = wholeGraph.DependencyNodes.SelectMany(n => n.OutputValues);
var distinctKindsOfSpec = allSpecs
.ToLookup(s => s.ValueName).Select(g => g.First());
var specs = new HashSet <ValueSpecification>(distinctKindsOfSpec);
if (!specs.Any())
{
continue;
}
var computationCacheResponse = cycle.QueryComputationCaches(new ComputationCacheQuery(viewCalculationConfiguration, specs));
Assert.InRange(computationCacheResponse.Results.Count, 0, specs.Count());
foreach (var result in computationCacheResponse.Results)
{
Assert.Contains(result.First, specs);
Assert.NotNull(result.Second);
ValueAssertions.AssertSensibleValue(result.Second);
}
var newSpecs = computationCacheResponse.Results.Select(p => Tuple.Create(viewCalculationConfiguration, p.First));
foreach (var newSpec in newSpecs)
{
Assert.True(specSet.Add(newSpec));
}
}
return(specSet);
}
public Dictionary <YieldCurveKey, Dictionary <string, ValueRequirement> > GetYieldCurveRequirements(RemoteViewClient client, IViewCycle cycle)
{
UniqueId clientId = client.GetUniqueId();
UniqueId cycleId = cycle.UniqueId;
var createTarget = _rest.Resolve("yieldCurveSpecs", clientId.ToString(), cycleId.ToString());
return(createTarget.Get <Dictionary <YieldCurveKey, Dictionary <string, ValueRequirement> > >());
}
private Dictionary <YieldCurveKey, Tuple <YieldCurve, InterpolatedYieldCurveSpecificationWithSecurities, NodalDoublesCurve> > GetYieldCurves(IViewCycle cycle, IViewComputationResultModel results)
{
var ret = new Dictionary <YieldCurveKey, Tuple <YieldCurve, InterpolatedYieldCurveSpecificationWithSecurities, NodalDoublesCurve> >();
foreach (var kvp in _specs)
{
YieldCurveKey key = kvp.Key;
Dictionary <string, ValueRequirement> specs = kvp.Value;
var curve = Get <YieldCurve>(specs[ValueRequirementNames.YieldCurve], results);
var spec = Get <InterpolatedYieldCurveSpecificationWithSecurities>(specs[ValueRequirementNames.YieldCurveSpec], results);
var interpolated = Get <NodalDoublesCurve>(specs[ValueRequirementNames.YieldCurveInterpolated], results);
if (curve == null || spec == null || interpolated == null)
{
ret.Add(key, null);
}
else
{
ret.Add(key, new Tuple <YieldCurve, InterpolatedYieldCurveSpecificationWithSecurities, NodalDoublesCurve>(curve, spec, interpolated));
}
}
return(ret);
}
private static HashSet<Tuple<string, ValueSpecification>> GetAllSpecs(IViewCycle cycle)
{
var specSet = new HashSet<Tuple<string, ValueSpecification>>();
var compiledViewDefinition = cycle.GetCompiledViewDefinition();
foreach (var kvp in compiledViewDefinition.ViewDefinition.CalculationConfigurationsByName)
{
var viewCalculationConfiguration = kvp.Key;
var dependencyGraphExplorer = compiledViewDefinition.GetDependencyGraphExplorer(viewCalculationConfiguration);
Assert.NotNull(dependencyGraphExplorer);
var wholeGraph = dependencyGraphExplorer.GetWholeGraph();
IEnumerable<ValueSpecification> allSpecs = wholeGraph.DependencyNodes.SelectMany(n => n.OutputValues);
var distinctKindsOfSpec = allSpecs
.ToLookup(s => s.ValueName).Select(g => g.First());
var specs = new HashSet<ValueSpecification>(distinctKindsOfSpec);
if (!specs.Any())
{
continue;
}
var computationCacheResponse = cycle.QueryComputationCaches(new ComputationCacheQuery(viewCalculationConfiguration, specs));
Assert.InRange(computationCacheResponse.Results.Count, 0, specs.Count());
foreach (var result in computationCacheResponse.Results)
{
Assert.Contains(result.First, specs);
Assert.NotNull(result.Second);
ValueAssertions.AssertSensibleValue(result.Second);
}
var newSpecs = computationCacheResponse.Results.Select(p => Tuple.Create(viewCalculationConfiguration, p.First));
foreach (var newSpec in newSpecs)
{
Assert.True(specSet.Add(newSpec));
}
}
return specSet;
}
